+2,302.1%
MULL vs WTW
+1.8%
+2,300.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.1% |
| 7D | -8.4% | -5.7% | -2.7% | -12.2% |
| 30D | +9.7% | -7.3% | +16.9% | +4.6% |
| 3M | -26.8% | +21.5% | -48.2% | -10.9% |
| 6M | +220.7% | +9.6% | +211.1% | +294.6% |
| YTD | +509.0% | -3.3% | +512.3% | +663.0% |
| 1Y | +1,739.5% | -6.1% | +1,745.7% | +2,233.5% |
| All | +2,302.1% | +1.8% | +2,300.3% | +3,040.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling